Hypothetical capital of CCP
Reference date: December 1, 2023
   
Currency RUB
Units 1 000 000

 

  FX and precious metals market Securities market Derivatives market Standardised OTC derivatives market
Hypothetical capital (KCCP) 13.54 3718.22 34.16 37.07
C-factor 0.23% 40.68% 1.35% 2.18%
DFCM 3 220.00 2 241.00 1 030.00 700.00
DFCCP 2 600.00 6 900.00* 1 500.00 1 000.00

*including additional dedicated CCP capital in amount of 3,5 billion RUB